most citedConvergence and asymptotic normality of variational Bayesian approximations for exponential family models with missing values

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math.ST2012★ 7 cited

Convergence and asymptotic normality of variational Bayesian approximations for exponential family models with missing values

Bo Wang, D. Titterington

We study the properties of variational Bayes approximations for exponential family models with missing values. It is shown that the iterative algorithm for obtaining the variationa…